Redefining the function g as follows
\begin{align}
g\left( x \right) &= \left| {2x - 2} \right| + \left| {3x - 6} \right| - \left| {x - 3} \right|
\\
&= \left\{ \begin{array}{l}
2x - 2,\,\,\,\,\,x \ge 1 \\
2 - 2x,\,\,\,\,\,0 < x < 1 \\
\end{array} \right. + \left\{ \begin{array}{l}
3x - 6,\,\,\,\,\,x \ge 2 \\
6 - 3x,\,\,\,\,\,0 < x < 2 \\
\end{array} \right. - \left\{ \begin{array}{l}
x - 3,\,\,\,\,\,x \ge 3 \\
3 - x,\,\,\,\,\,0 < x < 3 \\
\end{array} \right.
\\
&= \left\{ \begin{array}{l}
2x - 2 + 3x - 6 - x + 3,\,\,\,\,\,\,\,x > 3 \\
2x - 2 + 3x - 6 - 3 + x,\,\,\,\,\,\,\,2 < x \le 3 \\
2x - 2 + 6 - 3x - 3 + x,\,\,\,\,\,\,\,1 < x \le 2 \\
2 - 2x + 6 - 3x - 3 + x,\,\,\,\,\,\,\,0 \le x \le 1 \\
\end{array} \right.
\\
&= \left\{ \begin{array}{l}
4x - 5,\,\,\,\,\,\,\,x > 3 \\
6x - 11,\,\,\,\,\,\,2 < x \le 3 \\
2,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,1 < x \le 2 \\
5 - 4x,\,\,\,\,\,\,\,0 \le x \le 1 \\
\end{array} \right.
\end{align}
then
\begin{align}\int_0^3 {\frac{{dg\left( x \right)}}{{\sqrt {1 + {x^2}} }}} &= \int_0^1 {\frac{{dg\left( x \right)}}{{\sqrt {1 + {x^2}} }}} + \int_1^2 {\frac{{dg\left( x \right)}}{{\sqrt {1 + {x^2}} }}} + \int_2^3 {\frac{{dg\left( x \right)}}{{\sqrt {1 + {x^2}} }}}
\\
&=\int_0^1 {\frac{{d\left( {5 - 4x} \right)}}{{\sqrt {1 + {x^2}} }}} + \int_1^2 {\frac{{d\left( 2 \right)}}{{\sqrt {1 + {x^2}} }}} + \int_2^3 {\frac{{d\left( {6x - 11} \right)}}{{\sqrt {1 + {x^2}} }}}
\\
&= - \int_0^1 {\frac{{4dx}}{{\sqrt {1 + {x^2}} }}} + 0 + \int_2^3 {\frac{{6dx}}{{\sqrt {1 + {x^2}} }}}
\end{align}
Finally using the substitution $x = \tan u$, then we get the desired result.